+19.3%
ETN vs AJG
-12.9%
+32.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +4.9% | +2.8% |
| 7D | +2.0% | -1.8% | +3.8% | +1.2% |
| 30D | -7.9% | +4.6% | -12.6% | -5.8% |
| 3M | -1.6% | +24.9% | -26.5% | +7.8% |
| 6M | +16.9% | +17.2% | -0.3% | +27.3% |
| YTD | +30.1% | +2.2% | +27.9% | +37.6% |
| 1Y | +19.3% | -11.5% | +30.8% | +23.1% |
| All | +19.3% | -12.9% | +32.2% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AJG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling